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Maria Helena Lopes Moreira da Veiga


Última actualización: 24/05/2016

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Associate Professor at Universidad Carlos III de Madrid since 2012.

Ph.D. in Economics from Universitat Autònoma de Barcelona (2004). 

Fields of Interest

  • Financial Econometrics (volatility models in discrete and continuous time).
  • Time Series (long memory, fractional roots).
  • Panel Data and Empirical Finance.


  • Econometrics I (Finance B.A.).
  • Econometrics Master/PhD
Helena Veiga

Phone: +34 91 624 8902
Fax: +34 91 624 9849
Office: 10.0.09 (Campomanes Building, Getafe)

Recent Publications

  • Outliers, GARCH-type models and risk measures: A comparison of several approaches (joint with Aurea Grané), Journal of Empirical Finance, 26, 26-40, 2014.
  • Dynamic Effects in Inefficiency: Evidence from the Colombian Banking Sector (joint with Jorge Galán and Michael Wiper), European Journal of Operational Research, 20(2), 562-575, 2015.
  • Correlations between oil and stock markets: A wavelet-based approach (joint with Belén Martín-Barragán and Sofia Ramos), Economic Modelling, 50, 212-227, 2015.